Comments on: ``Extensions of some classical methods in change point analysis

DOI10.1007/S11749-014-0369-3zbMath1305.62307OpenAlexW1986500475MaRDI QIDQ2513926

John A. D. Aston

Publication date: 29 January 2015

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11749-014-0369-3

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to environmental and related topics (62P12) Stochastic approximation (62L20) Functional limit theorems; invariance principles (60F17) Non-Markovian processes: hypothesis testing (62M07) Asymptotic properties of parametric tests (62F05)

Cites Work

• Detecting and estimating changes in dependent functional data
• Nonparametric tests for the changepoint problem

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